Estimating the state vector of linearized DSGE models without the Kalman filter
Year of publication: |
2013
|
---|---|
Authors: | Kollmann, Robert |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 120.2013, 1, p. 65-66
|
Publisher: |
Elsevier |
Subject: | DSGE models | Kalman filter | Smoothing |
-
Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
Kollmann, Robert, (2013)
-
Can Google data help predict French youth unemployment?
Fondeur, Y., (2013)
-
Can Google Data Help Predict French Youth Unemployment?
Karamé, Frédéric, (2012)
- More ...
-
Leverage as a predictor for real activity and volatility
Kollmann, Robert, (2012)
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2015)
-
Kollmann, Robert, (2015)
- More ...